NYMEX Natural Gas Future July 2010

Trading Metrics calculated at close of trading on 06-Jan-2010

Day Change Summary
	Previous	Current
	05-Jan-2010	06-Jan-2010	Change	Change %	Previous Week
Open	5.934	6.012	0.078	1.3%	5.982
High	5.934	6.036	0.102	1.7%	6.075
Low	5.744	5.832	0.088	1.5%	5.649
Close	5.753	6.012	0.259	4.5%	5.695
Range	0.190	0.204	0.014	7.4%	0.426
ATR	0.211	0.216	0.005	2.5%	0.000
Volume	2,420	2,241	-179	-7.4%	7,497

Daily Pivots for day following 06-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.572	6.496	6.124
R3	6.368	6.292	6.068
R2	6.164	6.164	6.049
R1	6.088	6.088	6.031	6.114
PP	5.960	5.960	5.960	5.973
S1	5.884	5.884	5.993	5.910
S2	5.756	5.756	5.975
S3	5.552	5.680	5.956
S4	5.348	5.476	5.900

Weekly Pivots for week ending 01-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	7.084	6.816	5.929
R3	6.658	6.390	5.812
R2	6.232	6.232	5.773
R1	5.964	5.964	5.734	5.885
PP	5.806	5.806	5.806	5.767
S1	5.538	5.538	5.656	5.459
S2	5.380	5.380	5.617
S3	4.954	5.112	5.578
S4	4.528	4.686	5.461

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.036	5.649	0.387	6.4%	0.193	3.2%	94%	True	False	2,239
10	6.075	5.649	0.426	7.1%	0.179	3.0%	85%	False	False	2,217
20	6.075	5.241	0.834	13.9%	0.189	3.1%	92%	False	False	2,405
40	6.075	4.848	1.227	20.4%	0.185	3.1%	95%	False	False	2,004

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.026
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.903
2.618	6.570
1.618	6.366
1.000	6.240
0.618	6.162
HIGH	6.036
0.618	5.958
0.500	5.934
0.382	5.910
LOW	5.832
0.618	5.706
1.000	5.628
1.618	5.502
2.618	5.298
4.250	4.965

Fisher Pivots for day following 06-Jan-2010
Pivot	1 day	3 day
R1	5.986	5.971
PP	5.960	5.931
S1	5.934	5.890

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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